A note on stability in distribution of Markov-modulated stochastic differential equations with reflection (Q640496)
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scientific article; zbMATH DE number 5960152
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| English | A note on stability in distribution of Markov-modulated stochastic differential equations with reflection |
scientific article; zbMATH DE number 5960152 |
Statements
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection (English)
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18 October 2011
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stability in distribution
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reflected SDE
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closed positive orthant
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0.9025622010231018
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0.7635043859481812
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0.7365685105323792
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0.7325292229652405
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0.7323867678642273
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